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SprottDeep research21 Aug 2024Source: sprott.com

Gold Tops $2,500: A Technical View

Sprott is a Toronto-headquartered asset manager specializing in precious metals and critical materials (NYSE/TSX: SII), tracing its roots to Sprott Securities founded by Eric Sprott in 1981 and now led by CEO Whitney George. It runs physical gold, silver and uranium trusts, ETFs, active strategies and resource lending, with about $65bn in AUM. The Insights column carries monthly commentaries and white papers on uranium, gold, silver, copper and critical materials by Paul Wong, Jacob White and John Hathaway (ex-Tocqueville gold manager) — note the house's structurally bullish commodity stance, as it sells the corresponding trusts and ETFs.

Eric Sprott、Whitney George · 1981 · 加拿大多伦多Precious metals & critical materials

In plain words

Gold just broke through $2,500, and the move can't be explained by usual factors like interest rates or ETF flows. It's likely central banks (though not China) buying quietly. More importantly, free-floating gold inventory is drying up, and big sellers have almost disappeared. The chart shows a 30-year cup-and-handle pattern, targeting $2,600 first, then possibly $3,000-$3,300. Options activity has also surged, with bullish bets doubling. For regular investors, this suggests gold could keep rising, but expect more volatility since positions aren't extreme yet. A solid break above $2,600 would confirm the next leg up.

AI SummaryAI-generated · may contain errors · verify against the original

Sprott research report points out that since last Friday, gold has broken through the technical/psychological threshold of $2,500, entering a new buying phase that cannot be explained by traditional market variables (such as currencies, yields, curves, CFTC, and ETFs). The report speculates that the

~4 min full read · 5 sections
Deep Analysis

Theme and Background

This chapter focuses on the new upward drivers for gold after it broke through the $2,500 technical/psychological threshold. The report argues that this rally cannot be explained by traditional market variables (currency, yields, yield curve, CFTC, and ETFs), and speculates that the primary cause is purchases by central banks or sovereign institutions, while explicitly ruling out China. As of August 20, 2024, gold is up 21.86% year-to-date.

Core Thesis

The author's core investment thesis is: Gold is likely to rise further, as the supply of "free-float available inventory" is rapidly drying up and major sellers have nearly disappeared. Counterintuitive judgments include: 1) This rally is not driven by China (Shanghai gold futures net long positions and premiums are negative); 2) CFTC deleveraging has reversed to accumulation, but positions remain far from historical highs; 3) Options market activity has become a price driver, rather than traditional ETF inflows.

Key Arguments and Data

1. Technical Pattern (Cup and Handle):

  • Gold has formed a 30-year cup-and-handle pattern (1990s bear market → 2000s bull market → consolidation over the past 12 years).
  • After breaking through resistance, the target is $2,600 (marked by the purple line).
  • Based on a cluster of Fibonacci projections, the next target range is $3,000–$3,300 (pattern and rhythm to be confirmed).

2. Surge in Options Market:

  • Since mid-July, the notional ounces of gold futures call options with a strike price of +$2,490 have doubled from approximately 4.8 million ounces to 10 million ounces.
  • Call options are "rolling up and out" (higher strike prices, longer maturities = bullish signal).
  • The breakout above $2,500 on August 16 (last Friday) was partly attributed to options expiration effects.

3. Exclusion of the China Factor:

  • Shanghai gold futures net long positions and premiums have been negative during the recent rally.
  • Although China has been the largest net buyer since mid-2022 (accounting for approximately 25% of central bank purchases), it is not the driver of this rally.

4. CFTC and ETF Data:

  • CFTC deleveraging has ended and reversed to accumulation, but positions remain far from historical highs relative to the past decade.
  • Gold ETF holdings are flat to slightly up, with potential weakness lasting only two weeks.
Indicator Data Implication
Gold year-to-date gain 21.86% (as of 8/20) Strong performance
Cup-and-handle target $2,600 Short-term technical target
Fibonacci projection range $3,000–$3,300 Medium-term potential target
Notional ounces of call options (strike +$2,490) From 4.8M to 10M ounces Options market bullish bets doubled
China's central bank purchase share Approximately 25% Not the sole buyer; multiple central banks involved

Companies/Assets Involved

  • Gold Futures: Call options surged, with contracts at a strike price of +$2,490 doubling. The author believes the options market can significantly influence gold prices.
  • GLD (SPDR® Gold Shares ETF): Mentioned as a reference for options activity, but ETF holdings are flat to slightly up and are not the primary driver.
  • Shanghai Gold Futures: Net long positions and premiums are negative, excluding China as a driver of the recent rally.

Investment Implications

  • Directional Judgment: Gold is likely to continue rising as free-float inventory supply dries up (major sellers disappear). Technicals point to a short-term target of $2,600, with potential to rise to $3,000–$3,300 thereafter.
  • Risk Points: Although CFTC positions have reversed, they have not reached extreme levels. Weak ETF inflows warrant caution against short-term pullbacks. Options market activity may amplify volatility but does not signal a trend reversal.
  • Strategy Suggestions: Focus on central bank/sovereign institution buying behavior (lacking high-frequency data for tracking). The options market can serve as an alternative liquidity entry point. If gold breaks and holds above $2,600, it can be seen as a confirmation signal for a move into the $3,000+ range.